Vivaldi Opportunities Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4376 | 1.93 | |
| 0.1757 | 2.47 | |
| 0.7308 | 6.97 | |
| -7.2067 | -0.67 | |
| 6.5261 | 0.38 | |
| -1.4719 | -0.11 | |
| 21.7412 | 1.73 | |
| -34.7112 | -3.24 |
Estimation Period:
May 10, 2018 to Jun 5, 2020
May 10, 2018 to Jun 5, 2020
News Impact Curve
Volatility Forecasts
Other Vivaldi Opportunities Fund Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds